|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri May 04, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120504 |
1468.75 |
1475.00 |
1458.00 |
1475.00 |
+6.25 |
5,415 |
4,533 |
-1,168 |
Jul12 |
120504 |
1472.00 |
1481.25 |
1458.00 |
1478.25 |
+4.75 |
141,036 |
329,392 |
+489 |
Aug12 |
120504 |
1457.00 |
1459.25 |
1439.00 |
1458.25 |
+5.75 |
13,638 |
38,627 |
-336 |
Sep12 |
120504 |
1401.25 |
1405.75 |
1385.25 |
1398.25 |
-1.75 |
6,076 |
16,008 |
+646 |
Nov12 |
120504 |
1368.00 |
1373.00 |
1352.00 |
1366.75 |
-1.00 |
74,142 |
235,964 |
-852 |
Jan13 |
120504 |
1363.75 |
1368.50 |
1349.50 |
1362.75 |
+0.50 |
12,826 |
49,183 |
-380 |
Mar13 |
120504 |
1332.75 |
1338.75 |
1322.75 |
1338.75 |
+2.50 |
17,370 |
61,765 |
+526 |
May13 |
120504 |
1322.00 |
1324.00 |
1309.00 |
1322.50 |
+1.50 |
8,334 |
30,275 |
+1,657 |
Jul13 |
120504 |
1323.25 |
1325.25 |
1311.25 |
1323.75 |
+1.25 |
9,705 |
31,031 |
+2,322 |
Aug13 |
120504 |
1300.00 |
1300.00 |
1299.25 |
1300.00 |
+0.75 |
22 |
152 |
+2 |
Sep13 |
120504 |
1260.50 |
1264.75 |
1260.50 |
1264.75 |
+0.75 |
49 |
231 |
+3 |
Nov13 |
120504 |
1233.00 |
1234.75 |
1221.00 |
1233.75 |
+0.75 |
781 |
12,392 |
+212 |
Jan14 |
120504 |
1238.25 |
1238.25 |
1237.50 |
1238.25 |
+0.75 |
0 |
158 |
+0 |
Mar14 |
120504 |
1237.25 |
1237.25 |
1236.50 |
1237.25 |
+0.75 |
0 |
3 |
+0 |
Total Volume and Open Interest |
289,403 |
810,247 |
+3,123 |
Soybean Meal(CBOT) |
May12 |
120504 |
425.00 |
433.00 |
423.50 |
432.10 |
+6.90 |
2,348 |
4,157 |
-1,182 |
Jul12 |
120504 |
425.20 |
433.00 |
424.20 |
432.60 |
+6.20 |
49,101 |
139,171 |
+148 |
Aug12 |
120504 |
417.50 |
424.00 |
415.00 |
422.50 |
+5.30 |
6,141 |
18,722 |
-49 |
Sep12 |
120504 |
399.80 |
402.50 |
396.80 |
401.10 |
+1.70 |
4,088 |
13,706 |
+1,357 |
Oct12 |
120504 |
385.00 |
386.60 |
380.90 |
385.90 |
+1.30 |
1,757 |
9,163 |
+574 |
Dec12 |
120504 |
380.70 |
384.20 |
377.20 |
382.80 |
+1.70 |
17,213 |
42,704 |
+217 |
Jan13 |
120504 |
372.60 |
376.50 |
371.90 |
376.50 |
+2.90 |
655 |
5,184 |
+71 |
Mar13 |
120504 |
357.60 |
363.00 |
357.60 |
361.20 |
+3.10 |
1,703 |
7,470 |
-135 |
May13 |
120504 |
353.60 |
356.50 |
351.60 |
355.00 |
+3.40 |
1,454 |
5,639 |
+665 |
Jul13 |
120504 |
352.60 |
355.30 |
351.10 |
354.50 |
+3.40 |
955 |
5,405 |
+172 |
Total Volume and Open Interest |
85,518 |
256,042 |
+1,869 |
Soybean Oil(CBOT) |
May12 |
120504 |
53.61 |
53.61 |
53.07 |
53.30 |
-0.50 |
6,934 |
3,676 |
-2,287 |
Jul12 |
120504 |
54.25 |
54.40 |
53.41 |
53.65 |
-0.51 |
77,204 |
194,644 |
+338 |
Aug12 |
120504 |
54.50 |
54.58 |
53.62 |
53.85 |
-0.51 |
7,434 |
27,038 |
+1,143 |
Sep12 |
120504 |
54.56 |
54.75 |
53.81 |
54.05 |
-0.51 |
6,532 |
19,708 |
+792 |
Oct12 |
120504 |
54.71 |
54.71 |
53.97 |
54.22 |
-0.49 |
1,291 |
10,197 |
+152 |
Dec12 |
120504 |
55.14 |
55.27 |
54.33 |
54.57 |
-0.48 |
26,768 |
77,947 |
+1,459 |
Jan13 |
120504 |
54.90 |
55.01 |
54.60 |
54.80 |
-0.47 |
1,141 |
4,655 |
+675 |
Mar13 |
120504 |
55.52 |
55.52 |
54.76 |
54.93 |
-0.45 |
3,059 |
13,385 |
+515 |
May13 |
120504 |
55.48 |
55.59 |
54.79 |
55.02 |
-0.46 |
1,211 |
5,947 |
+499 |
Jul13 |
120504 |
55.70 |
55.75 |
54.85 |
55.07 |
-0.50 |
1,150 |
4,674 |
-177 |
Total Volume and Open Interest |
133,040 |
367,774 |
+3,136 |
Canola(WCE) |
May12 |
120504 |
626.8 |
626.8 |
626.8 |
626.8 |
-2.6 |
46 |
23 |
-47 |
Jul12 |
120504 |
623.6 |
626.9 |
616.9 |
621.8 |
-2.6 |
6,519 |
94,420 |
-582 |
Nov12 |
120504 |
580.2 |
583.0 |
571.0 |
577.2 |
-1.8 |
10,749 |
110,728 |
+2,016 |
Jan13 |
120504 |
584.0 |
587.0 |
575.2 |
581.4 |
-1.5 |
1,506 |
18,176 |
+58 |
Mar13 |
120504 |
588.0 |
589.3 |
579.4 |
585.7 |
-1.4 |
1,046 |
8,492 |
+172 |
Total Volume and Open Interest |
20,466 |
239,192 |
+1,991 |
Corn(CBOT) |
May12 |
120504 |
652.00 |
674.00 |
647.50 |
662.25 |
+11.50 |
6,910 |
10,690 |
-3,047 |
Jul12 |
120504 |
614.00 |
626.00 |
604.00 |
620.25 |
+5.75 |
161,264 |
539,489 |
+1,658 |
Sep12 |
120504 |
537.00 |
541.75 |
522.25 |
535.25 |
-2.25 |
35,315 |
175,039 |
-4,718 |
Dec12 |
120504 |
529.50 |
529.75 |
515.00 |
524.25 |
-5.25 |
63,767 |
367,852 |
-2,515 |
Mar13 |
120504 |
541.50 |
545.25 |
527.00 |
536.00 |
-5.25 |
6,184 |
55,194 |
-132 |
May13 |
120504 |
550.00 |
550.00 |
535.75 |
544.50 |
-5.25 |
2,209 |
11,796 |
+740 |
Jul13 |
120504 |
557.50 |
557.50 |
544.00 |
553.00 |
-5.50 |
5,038 |
20,638 |
+1,606 |
Sep13 |
120504 |
540.00 |
544.25 |
530.25 |
540.00 |
-4.25 |
18 |
1,563 |
+5 |
Dec13 |
120504 |
535.00 |
539.00 |
524.50 |
535.00 |
-4.50 |
1,981 |
32,653 |
+633 |
Mar14 |
120504 |
546.25 |
551.00 |
546.25 |
546.25 |
-4.75 |
14 |
584 |
+0 |
Total Volume and Open Interest |
282,733 |
1,219,448 |
-5,762 |
Wheat(CBOT) |
May12 |
120504 |
611.25 |
611.25 |
594.00 |
603.75 |
-4.50 |
1,311 |
3,211 |
-752 |
Jul12 |
120504 |
617.25 |
620.75 |
599.50 |
609.50 |
-6.00 |
84,158 |
237,306 |
+3,082 |
Sep12 |
120504 |
633.75 |
636.50 |
615.75 |
624.25 |
-7.25 |
14,174 |
63,528 |
+672 |
Dec12 |
120504 |
658.75 |
661.25 |
639.75 |
648.00 |
-8.75 |
18,280 |
98,925 |
+1,392 |
Mar13 |
120504 |
681.75 |
681.75 |
663.50 |
670.25 |
-10.50 |
5,966 |
12,536 |
+1,131 |
May13 |
120504 |
693.00 |
693.25 |
674.75 |
680.75 |
-9.75 |
730 |
5,615 |
+196 |
Total Volume and Open Interest |
126,508 |
433,717 |
+6,215 |
Wheat(KCBT) |
May12 |
120504 |
618.00 |
618.25 |
613.75 |
613.75 |
-7.00 |
235 |
129 |
-271 |
Jul12 |
120504 |
635.25 |
637.25 |
619.00 |
627.00 |
-6.00 |
11,828 |
82,152 |
+1,282 |
Sep12 |
120504 |
652.50 |
653.00 |
635.00 |
642.75 |
-6.25 |
1,481 |
22,277 |
+170 |
Dec12 |
120504 |
675.00 |
676.00 |
659.00 |
665.00 |
-8.00 |
2,633 |
23,574 |
+326 |
Mar13 |
120504 |
686.50 |
686.75 |
675.50 |
681.75 |
-7.25 |
740 |
5,295 |
+258 |
May13 |
120504 |
699.75 |
700.75 |
688.00 |
692.75 |
-8.25 |
139 |
3,435 |
+66 |
Total Volume and Open Interest |
17,198 |
138,015 |
+1,897 |
Wheat(MGE) |
May12 |
120504 |
740.00 |
740.00 |
740.00 |
740.00 |
-3.00 |
21 |
205 |
-19 |
Jul12 |
120504 |
748.00 |
750.00 |
733.00 |
744.00 |
-1.50 |
2,843 |
16,355 |
+117 |
Sep12 |
120504 |
748.00 |
751.50 |
736.00 |
745.00 |
-1.25 |
1,372 |
10,783 |
+280 |
Dec12 |
120504 |
752.25 |
755.75 |
742.00 |
751.50 |
+0.50 |
526 |
8,933 |
+142 |
Mar13 |
120504 |
760.50 |
763.50 |
752.50 |
760.75 |
+1.25 |
107 |
1,017 |
+53 |
Total Volume and Open Interest |
4,939 |
37,396 |
+603 |
Oats(CBOT) |
May12 |
120504 |
338.75 |
338.75 |
331.50 |
331.50 |
-4.50 |
16 |
45 |
+7 |
Jul12 |
120504 |
343.50 |
350.00 |
339.50 |
340.00 |
-4.50 |
476 |
7,497 |
+73 |
Sep12 |
120504 |
344.25 |
348.00 |
343.75 |
343.75 |
-4.25 |
21 |
396 |
+19 |
Dec12 |
120504 |
351.25 |
356.00 |
347.00 |
347.00 |
-6.00 |
72 |
2,693 |
+21 |
Total Volume and Open Interest |
585 |
10,657 |
+120 |
Rough Rice(CBOT) |
May12 |
120504 |
14.77 |
14.95 |
14.76 |
14.95 |
+0.02 |
69 |
274 |
-86 |
Jul12 |
120504 |
15.19 |
15.22 |
14.95 |
15.20 |
+0.02 |
505 |
11,012 |
-6 |
Sep12 |
120504 |
15.39 |
15.41 |
15.20 |
15.41 |
+0.02 |
26 |
2,554 |
-5 |
Nov12 |
120504 |
15.44 |
15.64 |
15.44 |
15.64 |
+0.01 |
9 |
238 |
-1 |
Total Volume and Open Interest |
609 |
14,156 |
-98 |
Live Cattle(CME) |
Jun12 |
120504 |
116.000 |
116.200 |
114.580 |
115.385 |
-0.500 |
26,701 |
137,385 |
-2,812 |
Aug12 |
120504 |
118.500 |
118.635 |
117.000 |
118.500 |
-0.050 |
16,357 |
98,341 |
+2,000 |
Oct12 |
120504 |
123.830 |
124.035 |
122.750 |
123.800 |
-0.150 |
8,291 |
63,846 |
+1,044 |
Dec12 |
120504 |
127.230 |
127.500 |
126.285 |
127.150 |
-0.300 |
5,359 |
33,783 |
+1,416 |
Feb13 |
120504 |
128.935 |
129.075 |
127.980 |
128.735 |
-0.415 |
1,789 |
9,561 |
+493 |
Apr13 |
120504 |
130.050 |
130.300 |
129.350 |
130.130 |
-0.470 |
276 |
3,801 |
+13 |
Total Volume and Open Interest |
58,833 |
347,774 |
+2,203 |
Feeder Cattle(CME) |
May12 |
120504 |
152.400 |
152.700 |
151.800 |
152.550 |
-0.080 |
1,950 |
9,253 |
-148 |
Aug12 |
120504 |
157.685 |
158.285 |
157.035 |
158.100 |
+0.865 |
2,936 |
20,124 |
+60 |
Sep12 |
120504 |
158.850 |
159.380 |
158.300 |
159.235 |
+0.660 |
924 |
5,237 |
+121 |
Oct12 |
120504 |
159.650 |
160.300 |
159.075 |
160.185 |
+0.500 |
714 |
3,442 |
+187 |
Nov12 |
120504 |
160.350 |
161.000 |
159.900 |
161.000 |
+0.370 |
252 |
1,661 |
+31 |
Jan13 |
120504 |
159.985 |
160.750 |
159.850 |
160.700 |
+0.550 |
213 |
1,430 |
+26 |
Mar13 |
120504 |
160.000 |
160.750 |
159.800 |
159.800 |
unch |
1 |
68 |
+0 |
Total Volume and Open Interest |
6,990 |
41,217 |
+277 |
Lean Hogs(CME) |
May12 |
120504 |
80.750 |
80.750 |
78.900 |
79.800 |
-1.500 |
820 |
2,506 |
-423 |
Jun12 |
120504 |
84.950 |
85.285 |
83.035 |
83.730 |
-1.200 |
23,052 |
102,541 |
-787 |
Jul12 |
120504 |
86.300 |
86.300 |
84.650 |
85.350 |
-0.850 |
7,417 |
30,029 |
+594 |
Aug12 |
120504 |
86.785 |
87.000 |
85.650 |
86.100 |
-0.700 |
8,781 |
33,836 |
-498 |
Oct12 |
120504 |
80.350 |
80.400 |
79.500 |
79.785 |
-0.440 |
6,331 |
44,884 |
-688 |
Dec12 |
120504 |
78.635 |
78.635 |
77.635 |
78.100 |
-0.250 |
3,187 |
32,100 |
+210 |
Feb13 |
120504 |
80.100 |
80.100 |
79.200 |
79.500 |
-0.500 |
825 |
11,819 |
+94 |
Apr13 |
120504 |
81.385 |
81.550 |
80.600 |
80.800 |
-0.500 |
353 |
6,840 |
+119 |
Total Volume and Open Interest |
50,852 |
267,786 |
-1,353 |
Class III Milk(CME) |
May12 |
120504 |
14.97 |
15.17 |
14.94 |
15.10 |
+0.15 |
324 |
4,850 |
+9 |
Jun12 |
120504 |
14.18 |
14.36 |
14.05 |
14.09 |
-0.03 |
348 |
4,480 |
-8 |
Jul12 |
120504 |
14.31 |
14.42 |
14.17 |
14.18 |
-0.02 |
132 |
3,171 |
-3 |
Aug12 |
120504 |
14.75 |
14.80 |
14.68 |
14.71 |
-0.04 |
34 |
2,972 |
-13 |
Sep12 |
120504 |
15.36 |
15.40 |
15.28 |
15.31 |
-0.04 |
21 |
2,588 |
+0 |
Total Volume and Open Interest |
964 |
25,703 |
-4,326 |
Cocoa(ICE) |
May12 |
120504 |
2312 |
2312 |
2312 |
2312 |
-20 |
0 |
745 |
+0 |
Jul12 |
120504 |
2307 |
2341 |
2272 |
2289 |
-18 |
12,754 |
80,362 |
-2,635 |
Sep12 |
120504 |
2314 |
2349 |
2285 |
2300 |
-18 |
2,961 |
34,156 |
-214 |
Dec12 |
120504 |
2322 |
2351 |
2294 |
2312 |
-15 |
1,637 |
22,440 |
+447 |
Mar13 |
120504 |
2326 |
2360 |
2299 |
2316 |
-14 |
1,219 |
28,700 |
+188 |
May13 |
120504 |
2329 |
2349 |
2301 |
2316 |
-18 |
525 |
7,784 |
-1 |
Jul13 |
120504 |
2312 |
2321 |
2302 |
2321 |
-19 |
58 |
1,955 |
+27 |
Total Volume and Open Interest |
19,177 |
180,032 |
-2,175 |
Coffee "C"(ICE) |
May12 |
120504 |
175.40 |
175.45 |
173.40 |
173.50 |
-0.80 |
3 |
141 |
-2 |
Jul12 |
120504 |
176.00 |
177.75 |
174.25 |
174.60 |
-1.20 |
10,558 |
74,770 |
-776 |
Sep12 |
120504 |
179.10 |
180.00 |
176.90 |
177.20 |
-1.10 |
2,469 |
33,293 |
+208 |
Dec12 |
120504 |
183.00 |
183.30 |
180.75 |
181.00 |
-1.00 |
3,006 |
22,691 |
+874 |
Mar13 |
120504 |
187.15 |
187.15 |
184.55 |
184.95 |
-1.00 |
655 |
7,516 |
+285 |
May13 |
120504 |
188.50 |
188.60 |
187.25 |
187.45 |
-1.00 |
97 |
3,464 |
+16 |
Total Volume and Open Interest |
17,474 |
145,333 |
+1,114 |
Orange Juice(ICE) |
May12 |
120504 |
122.35 |
123.05 |
121.65 |
121.65 |
-4.70 |
9 |
279 |
-31 |
Jul12 |
120504 |
126.95 |
126.95 |
122.80 |
124.05 |
-2.95 |
1,352 |
13,330 |
+427 |
Sep12 |
120504 |
128.60 |
128.70 |
124.75 |
125.95 |
-2.65 |
358 |
1,987 |
+66 |
Nov12 |
120504 |
129.35 |
129.50 |
127.30 |
127.90 |
-2.80 |
161 |
3,610 |
+47 |
Jan13 |
120504 |
130.70 |
132.00 |
129.75 |
129.85 |
-2.60 |
37 |
542 |
+2 |
Mar13 |
120504 |
133.55 |
133.65 |
130.50 |
131.45 |
-2.10 |
8 |
677 |
+1 |
Total Volume and Open Interest |
1,935 |
20,439 |
+522 |
Sugar #11(ICE) |
Jul12 |
120504 |
20.77 |
21.00 |
20.62 |
20.81 |
+0.16 |
56,814 |
326,458 |
+93 |
Oct12 |
120504 |
21.18 |
21.36 |
21.03 |
21.18 |
+0.11 |
26,191 |
162,400 |
+1,808 |
Mar13 |
120504 |
22.00 |
22.15 |
21.84 |
21.99 |
+0.11 |
15,168 |
115,170 |
+864 |
May13 |
120504 |
21.97 |
22.12 |
21.84 |
21.98 |
+0.09 |
4,197 |
27,866 |
+1,057 |
Jul13 |
120504 |
21.86 |
22.12 |
21.86 |
22.00 |
+0.09 |
1,830 |
25,499 |
+801 |
Oct13 |
120504 |
22.04 |
22.25 |
22.04 |
22.17 |
+0.08 |
787 |
22,332 |
-357 |
Mar14 |
120504 |
22.45 |
22.50 |
22.35 |
22.47 |
+0.09 |
744 |
19,072 |
+82 |
May14 |
120504 |
22.22 |
22.26 |
22.09 |
22.21 |
+0.11 |
42 |
4,973 |
+29 |
Total Volume and Open Interest |
105,858 |
711,018 |
+4,421 |
London Cocoa(LCE) |
May12 |
120504 |
1510 |
1532 |
1503 |
1511 |
-6 |
2,206 |
25,068 |
-1,725 |
Jul12 |
120504 |
1528 |
1550 |
1517 |
1526 |
-8 |
5,398 |
64,098 |
+190 |
Sep12 |
120504 |
1512 |
1533 |
1505 |
1514 |
-4 |
2,390 |
27,141 |
+423 |
Dec12 |
120504 |
1491 |
1513 |
1484 |
1495 |
-5 |
1,304 |
29,366 |
+176 |
Mar13 |
120504 |
1471 |
1496 |
1465 |
1470 |
-8 |
600 |
33,409 |
-72 |
May13 |
120504 |
1470 |
1494 |
1462 |
1466 |
-9 |
122 |
8,788 |
-1,079 |
Jul13 |
120504 |
1463 |
1466 |
1463 |
1466 |
-10 |
2 |
4,488 |
-20 |
Total Volume and Open Interest |
12,023 |
197,152 |
-2,094 |
London Sugar(LCE) |
Aug12 |
120504 |
560.70 |
569.00 |
559.50 |
566.10 |
+6.30 |
4,594 |
32,014 |
+665 |
Oct12 |
120504 |
556.40 |
564.00 |
556.40 |
560.30 |
+4.60 |
1,572 |
13,086 |
+338 |
Dec12 |
120504 |
564.50 |
572.20 |
564.50 |
567.90 |
+4.00 |
449 |
5,153 |
+59 |
Mar13 |
120504 |
572.50 |
578.40 |
572.20 |
574.90 |
+2.30 |
324 |
6,752 |
+227 |
May13 |
120504 |
576.00 |
581.80 |
576.00 |
579.10 |
+1.70 |
17 |
855 |
+82 |
Total Volume and Open Interest |
6,966 |
58,679 |
+1,453 |
Cotton(ICE) |
May12 |
120504 |
87.23 |
87.83 |
86.07 |
86.07 |
-1.17 |
0 |
116 |
-50 |
Jul12 |
120504 |
89.33 |
89.56 |
87.91 |
87.99 |
-1.22 |
8,406 |
99,693 |
+880 |
Oct12 |
120504 |
87.82 |
87.82 |
87.82 |
87.82 |
-1.03 |
21 |
116 |
+20 |
Dec12 |
120504 |
86.60 |
86.77 |
85.50 |
85.80 |
-0.72 |
4,150 |
72,662 |
+338 |
Mar13 |
120504 |
87.81 |
87.81 |
86.63 |
86.76 |
-1.02 |
1,745 |
4,985 |
+377 |
May13 |
120504 |
88.49 |
88.49 |
87.61 |
87.67 |
-1.10 |
887 |
1,656 |
+744 |
Total Volume and Open Interest |
15,352 |
183,117 |
+2,332 |
Lumber(CME) |
May12 |
120504 |
292.2 |
294.6 |
291.0 |
292.2 |
+1.2 |
246 |
693 |
-143 |
Jul12 |
120504 |
287.3 |
288.8 |
283.5 |
286.7 |
-0.8 |
536 |
5,226 |
+72 |
Sep12 |
120504 |
293.6 |
295.3 |
290.5 |
292.8 |
-0.7 |
100 |
1,871 |
-2 |
Nov12 |
120504 |
292.5 |
292.7 |
289.0 |
289.9 |
-2.0 |
48 |
871 |
-9 |
Total Volume and Open Interest |
954 |
8,869 |
-58 |
Crude Oil(NYM) |
Jun12 |
120504 |
102.59 |
102.72 |
97.51 |
98.49 |
-4.05 |
256,649 |
262,907 |
-16,931 |
Jul12 |
120504 |
103.02 |
103.08 |
97.90 |
98.88 |
-4.04 |
81,852 |
186,743 |
+7,962 |
Aug12 |
120504 |
103.24 |
103.33 |
98.21 |
99.16 |
-4.04 |
45,329 |
106,083 |
+630 |
Sep12 |
120504 |
103.42 |
103.47 |
98.45 |
99.38 |
-4.02 |
36,384 |
93,345 |
-1,214 |
Oct12 |
120504 |
103.59 |
103.63 |
98.65 |
99.53 |
-4.01 |
16,151 |
52,106 |
+493 |
Nov12 |
120504 |
102.66 |
103.76 |
98.83 |
99.68 |
-4.01 |
11,278 |
40,276 |
+501 |
Dec12 |
120504 |
103.73 |
103.94 |
98.90 |
99.81 |
-4.02 |
59,785 |
192,742 |
+224 |
Jan13 |
120504 |
103.38 |
103.99 |
99.08 |
99.93 |
-4.01 |
8,870 |
46,179 |
-934 |
Feb13 |
120504 |
104.02 |
104.02 |
99.33 |
99.96 |
-3.98 |
6,133 |
28,068 |
+1,663 |
Mar13 |
120504 |
102.05 |
102.05 |
99.33 |
99.89 |
-3.95 |
5,738 |
32,799 |
+58 |
Apr13 |
120504 |
103.12 |
103.12 |
98.89 |
99.70 |
-3.93 |
5,570 |
19,413 |
+1,211 |
May13 |
120504 |
100.44 |
100.44 |
98.90 |
99.40 |
-3.86 |
4,173 |
15,960 |
+454 |
Jun13 |
120504 |
102.86 |
102.86 |
98.29 |
99.07 |
-3.79 |
12,249 |
71,740 |
+365 |
Jul13 |
120504 |
98.68 |
98.68 |
98.44 |
98.68 |
-3.74 |
529 |
14,725 |
+29 |
Aug13 |
120504 |
98.31 |
98.31 |
98.31 |
98.31 |
-3.70 |
422 |
10,129 |
+78 |
Sep13 |
120504 |
97.97 |
97.97 |
97.97 |
97.97 |
-3.66 |
1,393 |
23,677 |
+431 |
Total Volume and Open Interest |
596,243 |
1,600,302 |
-1,705 |
e-miNY Crude Oil(NYM) |
May12 |
120419 |
102.750 |
103.200 |
101.700 |
102.275 |
-0.400 |
6,231 |
1,427 |
-119 |
Jun12 |
120504 |
102.625 |
102.725 |
97.525 |
98.500 |
-4.050 |
5,655 |
2,223 |
-85 |
Jul12 |
120504 |
103.000 |
103.100 |
97.925 |
98.875 |
-4.050 |
120 |
249 |
+17 |
Aug12 |
120504 |
102.700 |
102.700 |
98.425 |
99.150 |
-4.050 |
24 |
74 |
+1 |
Sep12 |
120504 |
101.025 |
101.025 |
99.000 |
99.375 |
-4.025 |
4 |
37 |
+0 |
Oct12 |
120504 |
99.525 |
99.525 |
99.525 |
99.525 |
-4.025 |
2 |
20 |
+0 |
Nov12 |
120504 |
99.675 |
99.675 |
99.675 |
99.675 |
-4.025 |
0 |
2 |
+0 |
Dec12 |
120504 |
103.000 |
103.000 |
99.425 |
99.800 |
-4.025 |
10 |
252 |
+2 |
Jan13 |
120504 |
100.000 |
100.000 |
99.925 |
99.925 |
-4.025 |
0 |
6 |
+0 |
Feb13 |
120504 |
100.000 |
100.000 |
99.950 |
99.950 |
-4.000 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,817 |
3,047 |
-63 |
Heating Oil(NYM) |
Jun12 |
120504 |
309.09 |
309.40 |
297.96 |
300.88 |
-7.81 |
73,120 |
107,042 |
-2,693 |
Jul12 |
120504 |
309.77 |
309.77 |
298.41 |
301.31 |
-7.71 |
25,330 |
49,787 |
+649 |
Aug12 |
120504 |
308.52 |
308.52 |
298.97 |
301.80 |
-7.61 |
11,139 |
35,461 |
+787 |
Sep12 |
120504 |
308.45 |
310.60 |
299.55 |
302.43 |
-7.51 |
12,311 |
27,891 |
+1,472 |
Oct12 |
120504 |
310.00 |
310.00 |
300.37 |
303.08 |
-7.40 |
3,246 |
12,417 |
+643 |
Nov12 |
120504 |
310.00 |
310.00 |
301.05 |
303.78 |
-7.31 |
2,451 |
8,313 |
+350 |
Dec12 |
120504 |
311.00 |
311.00 |
301.41 |
304.33 |
-7.25 |
16,031 |
45,288 |
-856 |
Jan13 |
120504 |
311.00 |
311.00 |
302.54 |
304.83 |
-7.21 |
2,977 |
8,182 |
+772 |
Feb13 |
120504 |
311.00 |
311.00 |
302.00 |
304.63 |
-7.26 |
2,130 |
2,375 |
+252 |
Mar13 |
120504 |
310.00 |
310.00 |
301.94 |
303.93 |
-7.31 |
3,951 |
4,327 |
+867 |
Apr13 |
120504 |
308.10 |
308.10 |
300.81 |
303.19 |
-7.20 |
12,095 |
9,201 |
+5,734 |
May13 |
120504 |
311.25 |
311.25 |
305.15 |
306.59 |
-7.16 |
7,221 |
4,120 |
+4,094 |
Total Volume and Open Interest |
172,819 |
315,064 |
+12,729 |
Gasoline(NYMEX) |
Jun12 |
120504 |
305.00 |
305.25 |
294.07 |
297.58 |
-7.42 |
57,385 |
106,254 |
+772 |
Jul12 |
120504 |
301.00 |
301.00 |
289.35 |
293.30 |
-7.48 |
23,811 |
58,202 |
+1,959 |
Aug12 |
120504 |
296.67 |
297.07 |
285.56 |
289.30 |
-7.62 |
13,060 |
35,413 |
+737 |
Sep12 |
120504 |
292.01 |
292.01 |
282.08 |
285.75 |
-7.58 |
7,575 |
29,247 |
+273 |
Oct12 |
120504 |
276.03 |
276.20 |
268.05 |
271.51 |
-7.54 |
4,869 |
20,767 |
+71 |
Nov12 |
120504 |
272.14 |
272.14 |
265.04 |
268.31 |
-7.53 |
2,284 |
8,365 |
+273 |
Dec12 |
120504 |
270.76 |
271.10 |
263.60 |
266.73 |
-7.52 |
3,475 |
25,356 |
-111 |
Jan13 |
120504 |
268.43 |
268.43 |
264.20 |
266.29 |
-7.54 |
667 |
6,609 |
+246 |
Feb13 |
120504 |
264.51 |
269.85 |
264.51 |
267.09 |
-7.53 |
166 |
3,241 |
+52 |
Mar13 |
120504 |
267.05 |
271.70 |
267.05 |
268.56 |
-7.54 |
254 |
2,076 |
+120 |
Total Volume and Open Interest |
114,064 |
307,000 |
+4,390 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120504 |
297.60 |
297.60 |
297.58 |
297.60 |
-7.40 |
0 |
1 |
+0 |
Jul12 |
120504 |
293.30 |
293.30 |
293.30 |
293.30 |
-7.50 |
|
|
|
Aug12 |
120504 |
289.30 |
289.30 |
289.30 |
289.30 |
-7.60 |
|
|
|
Sep12 |
120504 |
285.80 |
285.80 |
285.75 |
285.80 |
-7.50 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Jun12 |
120504 |
2.340 |
2.373 |
2.261 |
2.279 |
-0.061 |
166,588 |
208,573 |
-13,738 |
Jul12 |
120504 |
2.436 |
2.467 |
2.355 |
2.371 |
-0.059 |
62,460 |
242,954 |
-5,335 |
Aug12 |
120504 |
2.482 |
2.535 |
2.423 |
2.439 |
-0.056 |
41,075 |
83,124 |
-4,535 |
Sep12 |
120504 |
2.553 |
2.587 |
2.475 |
2.490 |
-0.053 |
37,294 |
119,257 |
+673 |
Oct12 |
120504 |
2.620 |
2.675 |
2.565 |
2.578 |
-0.054 |
30,817 |
137,803 |
-1,150 |
Nov12 |
120504 |
2.870 |
2.930 |
2.830 |
2.840 |
-0.050 |
9,941 |
58,301 |
-556 |
Dec12 |
120504 |
3.218 |
3.265 |
3.173 |
3.182 |
-0.042 |
9,467 |
61,684 |
-356 |
Jan13 |
120504 |
3.395 |
3.420 |
3.331 |
3.341 |
-0.040 |
15,165 |
77,586 |
+592 |
Feb13 |
120504 |
3.390 |
3.433 |
3.348 |
3.354 |
-0.041 |
2,395 |
19,559 |
-206 |
Mar13 |
120504 |
3.373 |
3.401 |
3.336 |
3.342 |
-0.038 |
4,325 |
31,403 |
+487 |
Apr13 |
120504 |
3.385 |
3.401 |
3.323 |
3.328 |
-0.038 |
11,918 |
49,765 |
+2,905 |
May13 |
120504 |
3.418 |
3.438 |
3.363 |
3.367 |
-0.037 |
1,368 |
13,790 |
+212 |
Jun13 |
120504 |
3.480 |
3.492 |
3.413 |
3.420 |
-0.034 |
562 |
5,093 |
+97 |
Jul13 |
120504 |
3.524 |
3.537 |
3.466 |
3.472 |
-0.033 |
433 |
5,816 |
+52 |
Aug13 |
120504 |
3.543 |
3.553 |
3.490 |
3.493 |
-0.032 |
221 |
6,108 |
-7 |
Sep13 |
120504 |
3.546 |
3.555 |
3.488 |
3.496 |
-0.032 |
214 |
6,223 |
+2 |
Total Volume and Open Interest |
398,679 |
1,237,738 |
-19,965 |
Brent Crude Oil(ICE) |
Jun12 |
120504 |
115.91 |
116.29 |
111.76 |
113.18 |
-2.90 |
227,350 |
232,201 |
-11,395 |
Jul12 |
120504 |
115.78 |
116.02 |
111.59 |
112.85 |
-2.99 |
126,763 |
196,116 |
+7,991 |
Aug12 |
120504 |
115.46 |
115.66 |
111.27 |
112.46 |
-3.07 |
52,402 |
115,785 |
+1,222 |
Sep12 |
120504 |
115.07 |
115.20 |
110.86 |
111.99 |
-3.10 |
31,506 |
93,727 |
+1,520 |
Oct12 |
120504 |
114.65 |
114.65 |
110.36 |
111.45 |
-3.11 |
23,764 |
82,351 |
+2,153 |
Nov12 |
120504 |
114.22 |
114.22 |
110.00 |
111.03 |
-3.11 |
16,878 |
49,448 |
-521 |
Dec12 |
120504 |
113.64 |
113.78 |
109.58 |
110.58 |
-3.13 |
52,831 |
119,831 |
-852 |
Jan13 |
120504 |
112.80 |
112.99 |
109.23 |
110.17 |
-3.13 |
3,791 |
21,127 |
-122 |
Feb13 |
120504 |
112.65 |
112.66 |
108.96 |
109.76 |
-3.13 |
1,407 |
12,780 |
-25 |
Mar13 |
120504 |
111.65 |
111.65 |
109.36 |
109.36 |
-3.12 |
3,724 |
16,850 |
+1,107 |
Apr13 |
120504 |
111.17 |
111.17 |
108.93 |
108.93 |
-3.11 |
975 |
8,973 |
+290 |
May13 |
120504 |
108.00 |
108.43 |
108.00 |
108.43 |
-3.09 |
954 |
9,943 |
+353 |
Jun13 |
120504 |
110.77 |
110.78 |
107.21 |
107.93 |
-3.08 |
8,843 |
37,008 |
-1,059 |
Jul13 |
120504 |
107.46 |
107.46 |
107.46 |
107.46 |
-3.05 |
651 |
7,202 |
+414 |
Total Volume and Open Interest |
583,874 |
1,238,833 |
-1,086 |
Gas Oil(ICE) |
May12 |
120504 |
985.75 |
986.50 |
952.25 |
956.75 |
-31.50 |
54,239 |
84,232 |
-10,260 |
Jun12 |
120504 |
979.75 |
982.50 |
947.75 |
952.00 |
-32.25 |
110,128 |
114,333 |
-1,867 |
Jul12 |
120504 |
978.25 |
978.25 |
945.00 |
949.25 |
-32.25 |
53,738 |
63,172 |
+6,931 |
Aug12 |
120504 |
974.25 |
974.75 |
944.50 |
948.75 |
-32.00 |
21,631 |
43,143 |
-2,291 |
Sep12 |
120504 |
977.00 |
977.00 |
944.25 |
948.75 |
-31.75 |
14,800 |
44,960 |
+1,122 |
Oct12 |
120504 |
975.50 |
975.50 |
946.50 |
948.25 |
-31.50 |
6,125 |
17,447 |
+833 |
Nov12 |
120504 |
971.25 |
971.50 |
945.25 |
947.25 |
-31.00 |
3,153 |
17,201 |
+699 |
Dec12 |
120504 |
973.00 |
973.00 |
941.75 |
946.00 |
-30.75 |
10,696 |
53,811 |
+1,353 |
Jan13 |
120504 |
972.50 |
972.50 |
942.50 |
945.25 |
-30.50 |
682 |
20,096 |
+171 |
Feb13 |
120504 |
965.00 |
965.00 |
941.25 |
944.00 |
-30.00 |
930 |
10,171 |
-185 |
Total Volume and Open Interest |
281,326 |
553,657 |
-2,854 |
Ethanol(CBOT) |
May12 |
120503 |
2.185 |
2.190 |
2.181 |
2.181 |
+0.006 |
15 |
195 |
-11 |
Jun12 |
120504 |
2.191 |
2.210 |
2.167 |
2.204 |
+0.004 |
299 |
1,031 |
+16 |
Jul12 |
120504 |
2.195 |
2.215 |
2.162 |
2.200 |
unch |
344 |
1,633 |
+19 |
Aug12 |
120504 |
2.167 |
2.201 |
2.143 |
2.171 |
-0.006 |
232 |
2,377 |
-46 |
Sep12 |
120504 |
2.064 |
2.096 |
2.048 |
2.079 |
-0.006 |
65 |
1,240 |
-34 |
Oct12 |
120504 |
2.000 |
2.021 |
1.986 |
2.009 |
-0.010 |
62 |
1,502 |
+33 |
Nov12 |
120504 |
1.979 |
1.986 |
1.960 |
1.977 |
-0.015 |
63 |
1,386 |
+7 |
Dec12 |
120504 |
1.968 |
1.978 |
1.950 |
1.966 |
-0.014 |
107 |
977 |
+59 |
Total Volume and Open Interest |
1,390 |
11,855 |
+40 |
WTI Crude Oil(ICE) |
Jun12 |
120504 |
102.55 |
102.71 |
97.53 |
98.49 |
-4.05 |
58,538 |
73,962 |
-406 |
Jul12 |
120504 |
102.99 |
103.08 |
97.92 |
98.88 |
-4.04 |
20,815 |
46,411 |
-107 |
Aug12 |
120504 |
103.28 |
103.28 |
98.25 |
99.16 |
-4.04 |
12,667 |
31,392 |
+953 |
Sep12 |
120504 |
103.39 |
103.39 |
98.55 |
99.38 |
-4.02 |
10,398 |
28,824 |
-555 |
Oct12 |
120504 |
103.36 |
103.36 |
98.93 |
99.53 |
-4.01 |
7,889 |
16,627 |
+206 |
Nov12 |
120504 |
102.44 |
102.50 |
98.97 |
99.68 |
-4.01 |
5,043 |
12,881 |
+918 |
Dec12 |
120504 |
103.70 |
103.70 |
98.93 |
99.81 |
-4.02 |
14,761 |
79,556 |
+308 |
Jan13 |
120504 |
102.91 |
102.91 |
99.93 |
99.93 |
-4.01 |
2,322 |
11,565 |
+929 |
Feb13 |
120504 |
102.93 |
102.93 |
99.96 |
99.96 |
-3.98 |
1,327 |
7,809 |
+592 |
Mar13 |
120504 |
99.91 |
99.91 |
99.89 |
99.89 |
-3.95 |
996 |
4,429 |
+30 |
Apr13 |
120504 |
99.70 |
99.70 |
99.70 |
99.70 |
-3.93 |
433 |
1,993 |
+143 |
May13 |
120504 |
99.40 |
99.40 |
99.40 |
99.40 |
-3.86 |
359 |
1,579 |
-29 |
Jun13 |
120504 |
99.64 |
99.64 |
98.54 |
99.07 |
-3.79 |
1,995 |
18,436 |
-113 |
Jul13 |
120504 |
98.68 |
98.68 |
98.68 |
98.68 |
-3.74 |
39 |
1,390 |
-1 |
Aug13 |
120504 |
98.31 |
98.31 |
98.31 |
98.31 |
-3.70 |
64 |
2,288 |
+0 |
Sep13 |
120504 |
97.97 |
97.97 |
97.97 |
97.97 |
-3.66 |
71 |
6,063 |
+2 |
Total Volume and Open Interest |
142,466 |
459,962 |
+2,579 |
US Dollar Index(ICE) |
Jun12 |
120504 |
79.240 |
79.615 |
79.145 |
79.588 |
+0.295 |
19,298 |
45,059 |
+592 |
Sep12 |
120504 |
79.640 |
79.908 |
79.510 |
79.908 |
+0.295 |
1 |
1,070 |
-1 |
Dec12 |
120504 |
80.287 |
80.287 |
80.287 |
80.287 |
+0.295 |
0 |
1 |
+0 |
Total Volume and Open Interest |
19,299 |
46,130 |
+591 |
Australian Dollar(CME) |
Jun12 |
120504 |
102.22 |
102.34 |
101.25 |
101.40 |
-0.69 |
123,467 |
148,362 |
+1,236 |
Sep12 |
120504 |
101.37 |
101.37 |
100.53 |
100.56 |
-0.68 |
42 |
623 |
+16 |
Dec12 |
120504 |
99.81 |
100.47 |
99.81 |
99.81 |
-0.66 |
0 |
14 |
+0 |
Total Volume and Open Interest |
123,509 |
149,001 |
+1,252 |
British Pound(CME) |
Jun12 |
120504 |
161.76 |
161.98 |
161.37 |
161.41 |
-0.37 |
102,241 |
190,720 |
+2,743 |
Sep12 |
120504 |
161.59 |
161.80 |
161.32 |
161.32 |
-0.37 |
25 |
267 |
+2 |
Dec12 |
120504 |
161.21 |
161.58 |
161.21 |
161.21 |
-0.37 |
0 |
44 |
+0 |
Total Volume and Open Interest |
102,266 |
191,033 |
+2,745 |
Canadian Dollar(CME) |
Jun12 |
120504 |
101.05 |
101.31 |
100.27 |
100.38 |
-0.67 |
67,108 |
155,006 |
-694 |
Sep12 |
120504 |
100.91 |
100.91 |
100.06 |
100.15 |
-0.67 |
170 |
2,609 |
-1 |
Dec12 |
120504 |
100.65 |
100.65 |
99.86 |
99.89 |
-0.67 |
41 |
4,261 |
-5 |
Mar13 |
120504 |
99.75 |
100.28 |
99.62 |
99.62 |
-0.66 |
1 |
190 |
-1 |
Total Volume and Open Interest |
67,330 |
162,345 |
-691 |
Japanese Yen(CME) |
Jun12 |
120504 |
124.75 |
125.37 |
124.42 |
125.25 |
+0.66 |
75,705 |
142,586 |
+2,935 |
Sep12 |
120504 |
124.93 |
125.92 |
124.68 |
125.38 |
+0.66 |
95 |
601 |
+18 |
Dec12 |
120504 |
125.20 |
125.58 |
124.93 |
125.58 |
+0.65 |
0 |
101 |
+0 |
Total Volume and Open Interest |
75,800 |
143,302 |
+2,953 |
Swiss Franc(CME) |
Jun12 |
120504 |
109.54 |
109.76 |
108.93 |
109.01 |
-0.49 |
49,001 |
40,163 |
-1,300 |
Sep12 |
120504 |
109.17 |
109.66 |
109.17 |
109.17 |
-0.49 |
1 |
189 |
+1 |
Dec12 |
120504 |
109.35 |
109.84 |
109.35 |
109.35 |
-0.49 |
0 |
3 |
+0 |
Total Volume and Open Interest |
49,002 |
40,358 |
-1,299 |
EuroFX(CME) |
Jun12 |
120504 |
131.54 |
131.82 |
130.82 |
130.89 |
-0.63 |
258,790 |
292,077 |
+13,937 |
Sep12 |
120504 |
131.56 |
131.86 |
130.94 |
130.98 |
-0.63 |
168 |
1,262 |
-26 |
Dec12 |
120504 |
131.61 |
131.73 |
131.10 |
131.10 |
-0.63 |
3 |
164 |
+0 |
Total Volume and Open Interest |
258,961 |
293,516 |
+13,911 |
Mexican Peso(CME) |
May12 |
120504 |
758.5 |
768.2 |
758.5 |
758.5 |
-9.8 |
|
|
|
Jun12 |
120504 |
766.0 |
767.8 |
755.0 |
756.5 |
-9.8 |
30,984 |
156,262 |
+293 |
Total Volume and Open Interest |
30,984 |
156,792 |
+293 |
Brazilian Real(CME) |
Jun12 |
120504 |
520.00 |
521.20 |
515.75 |
517.65 |
-0.15 |
139 |
5,325 |
+21 |
Jul12 |
120504 |
515.20 |
515.20 |
515.05 |
515.05 |
-0.15 |
|
|
|
Aug12 |
120504 |
511.95 |
512.10 |
511.95 |
511.95 |
-0.15 |
40 |
40 |
+40 |
Sep12 |
120504 |
508.85 |
509.00 |
508.85 |
508.85 |
-0.15 |
0 |
26 |
+0 |
Total Volume and Open Interest |
179 |
18,959 |
+61 |
30-Year T-Bonds(CBOT) |
Jun12 |
120504 |
142~240 |
143~300 |
142~120 |
143~220 |
+0~270 |
265,068 |
576,803 |
+6,818 |
Sep12 |
120504 |
142~000 |
143~000 |
141~300 |
142~290 |
+0~270 |
293 |
1,463 |
+152 |
Dec12 |
120504 |
142~000 |
143~000 |
142~000 |
143~000 |
+0~270 |
10 |
53 |
+10 |
Total Volume and Open Interest |
265,371 |
578,319 |
+6,980 |
10-Year T-Notes(CBOT) |
Jun12 |
120504 |
132~040 |
132~225 |
131~315 |
132~205 |
+0~145 |
988,532 |
1,808,925 |
-4,816 |
Sep12 |
120504 |
131~015 |
131~195 |
130~290 |
131~175 |
+0~150 |
3,890 |
21,833 |
+2,794 |
Dec12 |
120504 |
130~225 |
130~225 |
130~075 |
130~225 |
+0~150 |
0 |
1 |
+0 |
Total Volume and Open Interest |
992,422 |
1,830,759 |
-2,022 |
5-Year T-Notes(CBOT) |
Jun12 |
120504 |
123~098 |
124~002 |
123~084 |
123~120 |
+0~020 |
345,353 |
1,305,379 |
-2,808 |
Sep12 |
120504 |
123~049 |
123~098 |
123~049 |
123~073 |
+0~021 |
11 |
15,609 |
+3 |
Dec12 |
120504 |
122~097 |
122~097 |
122~076 |
122~097 |
+0~021 |
|
|
|
Total Volume and Open Interest |
345,364 |
1,320,988 |
-2,805 |
2 Year T-Notes(CBOT) |
Jun12 |
120504 |
110~034 |
110~037 |
110~033 |
110~036 |
+0~002 |
127,609 |
959,356 |
+9,570 |
Sep12 |
120504 |
110~022 |
110~022 |
110~019 |
110~022 |
+0~003 |
934 |
4,796 |
+803 |
Dec12 |
120504 |
109~088 |
109~088 |
109~085 |
109~088 |
+0~003 |
|
|
|
Total Volume and Open Interest |
128,543 |
964,152 |
+10,373 |
Eurodollars(CME) |
Jun12 |
120504 |
99.525 |
99.530 |
99.520 |
99.525 |
unch |
87,592 |
976,275 |
-8,651 |
Sep12 |
120504 |
99.510 |
99.510 |
99.500 |
99.505 |
unch |
67,374 |
903,312 |
+4,062 |
Dec12 |
120504 |
99.490 |
99.495 |
99.475 |
99.485 |
-0.005 |
89,982 |
999,636 |
+10,102 |
Mar13 |
120504 |
99.480 |
99.485 |
99.460 |
99.470 |
-0.010 |
66,447 |
714,685 |
-2,844 |
Jun13 |
120504 |
99.455 |
99.460 |
99.440 |
99.450 |
-0.005 |
64,843 |
677,565 |
+5,983 |
Sep13 |
120504 |
99.425 |
99.430 |
99.405 |
99.420 |
-0.005 |
73,338 |
655,398 |
+5,192 |
Dec13 |
120504 |
99.380 |
99.390 |
99.355 |
99.375 |
unch |
63,896 |
646,595 |
-1,188 |
Mar14 |
120504 |
99.315 |
99.335 |
99.290 |
99.320 |
+0.010 |
77,836 |
620,774 |
+8,736 |
Jun14 |
120504 |
99.215 |
99.245 |
99.190 |
99.230 |
+0.015 |
60,786 |
463,340 |
-2,468 |
Sep14 |
120504 |
99.095 |
99.135 |
99.070 |
99.120 |
+0.025 |
53,210 |
387,235 |
-320 |
Dec14 |
120504 |
98.945 |
98.995 |
98.920 |
98.980 |
+0.035 |
67,179 |
341,516 |
+5,703 |
Mar15 |
120504 |
98.795 |
98.850 |
98.770 |
98.835 |
+0.040 |
45,771 |
257,340 |
+3,633 |
Jun15 |
120504 |
0.321 |
0.386 |
0.296 |
0.371 |
+0.050 |
36,210 |
264,804 |
-1,290 |
Sep15 |
120504 |
0.151 |
0.221 |
0.131 |
0.211 |
+0.055 |
19,643 |
190,494 |
-778 |
Dec15 |
120504 |
6.540 |
0.061 |
6.520 |
0.046 |
-6.494 |
19,699 |
174,994 |
+10 |
Mar16 |
120504 |
6.395 |
6.470 |
6.370 |
6.455 |
+0.060 |
12,753 |
104,423 |
+1,440 |
Jun16 |
120504 |
6.230 |
6.310 |
6.210 |
6.295 |
+0.060 |
8,693 |
107,045 |
+1,833 |
Sep16 |
120504 |
6.075 |
6.155 |
6.055 |
6.140 |
+0.060 |
5,756 |
83,386 |
-195 |
Total Volume and Open Interest |
945,140 |
8,848,261 |
+32,493 |
30 Day Federal Funds(CBOT) |
May12 |
120504 |
99.855 |
99.857 |
99.853 |
99.857 |
unch |
1,524 |
51,143 |
-93 |
Jun12 |
120504 |
99.855 |
99.860 |
99.850 |
99.860 |
unch |
132 |
37,566 |
-16 |
Jul12 |
120504 |
99.855 |
99.855 |
99.845 |
99.855 |
unch |
477 |
42,347 |
-239 |
Aug12 |
120504 |
99.850 |
99.850 |
99.845 |
99.850 |
unch |
436 |
36,715 |
-236 |
Sep12 |
120504 |
99.850 |
99.850 |
99.845 |
99.850 |
unch |
1,143 |
30,717 |
-351 |
Oct12 |
120504 |
99.845 |
99.845 |
99.840 |
99.845 |
unch |
596 |
47,865 |
-67 |
Total Volume and Open Interest |
18,078 |
491,311 |
+1,237 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120504 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
258 |
+0 |
Sep12 |
120504 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec12 |
120504 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
120504 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Jun13 |
120504 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep13 |
120504 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec13 |
120504 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Mar14 |
120504 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun14 |
120504 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep14 |
120504 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120504 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,547 |
+0 |
Sep12 |
120504 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
797 |
+0 |
Dec12 |
120504 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
519 |
+0 |
Mar13 |
120504 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
181 |
+0 |
Jun13 |
120504 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
21 |
206 |
-11 |
Sep13 |
120504 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
325 |
+0 |
Dec13 |
120504 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
564 |
+0 |
Mar14 |
120504 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
21 |
96 |
+21 |
Total Volume and Open Interest |
42 |
5,235 |
+10 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120502 |
143.13 |
143.15 |
142.97 |
143.02 |
-0.10 |
4,028 |
22,097 |
+29 |
Sep12 |
120502 |
142.70 |
142.70 |
142.70 |
142.70 |
-0.10 |
0 |
6 |
+0 |
Dec12 |
120502 |
141.57 |
141.57 |
141.57 |
141.57 |
-0.10 |
0 |
4 |
+0 |
Total Volume and Open Interest |
4,028 |
22,107 |
+29 |
Euro-Bund(EUREX) |
Jun12 |
120504 |
141.73 |
142.13 |
141.47 |
142.05 |
+0.34 |
732,371 |
966,362 |
+24,849 |
Sep12 |
120504 |
140.41 |
140.79 |
140.16 |
140.74 |
+0.35 |
5,891 |
21,891 |
+2,899 |
Dec12 |
120504 |
140.55 |
140.55 |
140.55 |
140.55 |
+0.34 |
|
|
|
Total Volume and Open Interest |
738,262 |
988,253 |
+27,748 |
Euro-Bobl(EUREX) |
Jun12 |
120504 |
125.47 |
125.66 |
125.33 |
125.61 |
+0.16 |
412,836 |
786,846 |
+877 |
Sep12 |
120504 |
125.88 |
125.92 |
125.88 |
125.89 |
+0.19 |
3,040 |
17,669 |
+3,025 |
Dec12 |
120504 |
125.56 |
125.56 |
125.56 |
125.56 |
+0.16 |
|
|
|
Total Volume and Open Interest |
415,876 |
804,515 |
+3,902 |
3-Mth Euribor(EUREX) |
Jun12 |
120504 |
99.395 |
99.395 |
99.395 |
99.395 |
-0.005 |
602 |
1,777 |
+150 |
Sep12 |
120504 |
99.455 |
99.455 |
99.455 |
99.455 |
+0.005 |
1 |
1,233 |
-1 |
Dec12 |
120504 |
99.455 |
99.455 |
99.450 |
99.450 |
+0.005 |
4 |
1,642 |
+2 |
Total Volume and Open Interest |
615 |
6,565 |
+106 |
Long Gilt(LIFFE) |
Jun12 |
120504 |
116~16 |
117~03 |
116~13 |
116~29 |
+0~15 |
96,731 |
318,148 |
+4,657 |
Sep12 |
120504 |
115~27 |
116~01 |
115~26 |
115~29 |
+0~15 |
1,450 |
25 |
+0 |
Total Volume and Open Interest |
98,181 |
318,173 |
+4,657 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120504 |
99.00 |
99.01 |
98.98 |
98.99 |
unch |
9,662 |
231,360 |
-3,501 |
Sep12 |
120504 |
98.98 |
99.00 |
98.97 |
98.98 |
+0.01 |
31,232 |
302,604 |
+3,493 |
Dec12 |
120504 |
98.96 |
99.00 |
98.95 |
98.97 |
+0.02 |
31,102 |
233,818 |
+2,556 |
Mar13 |
120504 |
98.95 |
98.99 |
98.94 |
98.97 |
+0.03 |
42,081 |
229,639 |
-9,690 |
Jun13 |
120504 |
98.90 |
98.96 |
98.90 |
98.94 |
+0.04 |
59,887 |
234,603 |
-996 |
Sep13 |
120504 |
98.86 |
98.91 |
98.84 |
98.89 |
+0.05 |
66,161 |
232,410 |
+1,424 |
Total Volume and Open Interest |
399,395 |
2,204,773 |
+11,412 |
3-Mth Euribor(LIFFE) |
Jun12 |
120504 |
99.390 |
99.410 |
99.390 |
99.400 |
unch |
187,666 |
594,058 |
+39,354 |
Sep12 |
120504 |
99.450 |
99.470 |
99.440 |
99.460 |
+0.010 |
175,047 |
505,260 |
+10,209 |
Dec12 |
120504 |
99.450 |
99.470 |
99.430 |
99.450 |
+0.005 |
124,405 |
453,071 |
-289 |
Total Volume and Open Interest |
991,524 |
3,516,930 |
+75,594 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120504 |
96.29 |
96.31 |
96.26 |
96.30 |
unch |
32,568 |
165,138 |
-1,513 |
Sep12 |
120504 |
96.60 |
96.66 |
96.58 |
96.64 |
+0.03 |
30,117 |
168,522 |
+2,484 |
Dec12 |
120504 |
96.69 |
96.76 |
96.67 |
96.75 |
+0.05 |
27,176 |
127,325 |
+1,836 |
Mar13 |
120504 |
96.66 |
96.74 |
96.64 |
96.73 |
+0.06 |
15,030 |
72,608 |
-2,488 |
Jun13 |
120504 |
96.57 |
96.66 |
96.56 |
96.64 |
+0.06 |
5,707 |
61,001 |
+789 |
Sep13 |
120504 |
96.49 |
96.58 |
96.48 |
96.56 |
+0.06 |
3,467 |
45,364 |
+1,799 |
Dec13 |
120504 |
96.43 |
96.49 |
96.42 |
96.48 |
+0.05 |
2,830 |
30,586 |
+1,072 |
Mar14 |
120504 |
96.36 |
96.41 |
96.35 |
96.41 |
+0.04 |
1,782 |
18,659 |
+400 |
Jun14 |
120504 |
96.34 |
96.34 |
96.34 |
96.34 |
+0.04 |
135 |
1,113 |
+120 |
Sep14 |
120504 |
96.28 |
96.28 |
96.28 |
96.28 |
+0.05 |
4 |
537 |
+2 |
Total Volume and Open Interest |
118,819 |
691,181 |
+4,502 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120504 |
96.47 |
96.53 |
96.46 |
96.50 |
+0.02 |
45,201 |
394,817 |
+1,312 |
Sep12 |
120504 |
96.50 |
96.50 |
96.50 |
96.50 |
+0.02 |
|
|
|
Total Volume and Open Interest |
45,201 |
394,817 |
+1,312 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120504 |
97.14 |
97.18 |
97.11 |
97.16 |
+0.01 |
160,779 |
447,748 |
+5,741 |
Sep12 |
120504 |
97.16 |
97.16 |
97.16 |
97.16 |
+0.01 |
|
|
|
Total Volume and Open Interest |
160,779 |
447,748 |
+5,741 |
Gold(CMX) |
Jun12 |
120504 |
1636.4 |
1648.0 |
1626.8 |
1645.2 |
+10.4 |
129,795 |
213,202 |
-2,075 |
Aug12 |
120504 |
1638.1 |
1649.3 |
1629.8 |
1647.4 |
+10.4 |
7,011 |
53,051 |
+4,587 |
Oct12 |
120504 |
1640.0 |
1649.8 |
1636.5 |
1649.4 |
+10.4 |
1,217 |
13,034 |
-187 |
Dec12 |
120504 |
1643.0 |
1652.9 |
1634.1 |
1651.4 |
+10.4 |
3,402 |
42,787 |
+798 |
Feb13 |
120504 |
1641.4 |
1653.4 |
1638.0 |
1653.4 |
+10.5 |
2,008 |
18,027 |
+186 |
Apr13 |
120504 |
1646.0 |
1655.4 |
1644.4 |
1655.4 |
+10.5 |
404 |
12,473 |
+99 |
Jun13 |
120504 |
1657.5 |
1657.5 |
1657.5 |
1657.5 |
+10.5 |
1,698 |
12,503 |
-266 |
Aug13 |
120504 |
1659.7 |
1659.7 |
1659.7 |
1659.7 |
+10.5 |
530 |
1,922 |
+426 |
Oct13 |
120504 |
1662.0 |
1662.0 |
1662.0 |
1662.0 |
+10.5 |
36 |
719 |
+35 |
Dec13 |
120504 |
1650.0 |
1664.6 |
1650.0 |
1664.6 |
+10.6 |
902 |
8,240 |
-363 |
Feb14 |
120504 |
1667.6 |
1667.6 |
1667.6 |
1667.6 |
+10.6 |
0 |
6 |
+0 |
Total Volume and Open Interest |
148,109 |
415,844 |
+3,872 |
Silver(CMX) |
May12 |
120504 |
3004.5 |
3038.0 |
2992.0 |
3038.0 |
+42.1 |
312 |
717 |
-276 |
Jul12 |
120504 |
3008.0 |
3048.0 |
2978.0 |
3043.2 |
+42.2 |
38,348 |
59,885 |
+1,390 |
Sep12 |
120504 |
3020.0 |
3050.0 |
2992.0 |
3048.9 |
+42.2 |
1,071 |
8,937 |
+126 |
Dec12 |
120504 |
3026.5 |
3055.5 |
2996.5 |
3055.5 |
+42.3 |
2,420 |
17,158 |
-960 |
Mar13 |
120504 |
3058.2 |
3058.2 |
3058.2 |
3058.2 |
+42.3 |
69 |
2,719 |
+32 |
May13 |
120504 |
3059.1 |
3059.1 |
3059.1 |
3059.1 |
+42.2 |
11 |
1,736 |
+11 |
Jul13 |
120504 |
3059.5 |
3059.7 |
3059.5 |
3059.7 |
+42.4 |
285 |
3,237 |
+185 |
Total Volume and Open Interest |
42,895 |
111,443 |
+581 |
Platinum(NYMEX) |
Jul12 |
120504 |
1536.5 |
1541.1 |
1521.1 |
1536.0 |
+2.9 |
4,803 |
39,907 |
+363 |
Oct12 |
120504 |
1544.1 |
1544.1 |
1528.0 |
1539.3 |
+3.0 |
53 |
2,147 |
+41 |
Jan13 |
120504 |
1534.2 |
1542.1 |
1534.2 |
1542.1 |
+3.2 |
13 |
167 |
+12 |
Apr13 |
120504 |
1542.1 |
1542.1 |
1542.1 |
1542.1 |
+3.2 |
|
|
|
Total Volume and Open Interest |
4,869 |
42,226 |
+416 |
Palladium(NYMEX) |
Jun12 |
120504 |
661.70 |
665.90 |
649.50 |
652.15 |
-9.20 |
2,912 |
18,632 |
-180 |
Sep12 |
120504 |
664.20 |
666.50 |
652.85 |
654.05 |
-9.15 |
307 |
2,879 |
+165 |
Dec12 |
120504 |
655.40 |
655.40 |
655.40 |
655.40 |
-9.15 |
1 |
49 |
+1 |
Total Volume and Open Interest |
3,221 |
21,563 |
-13 |
Copper(CMX) |
May12 |
120504 |
373.65 |
375.35 |
370.55 |
372.40 |
-0.95 |
974 |
3,972 |
-737 |
Jul12 |
120504 |
373.60 |
375.50 |
370.25 |
372.10 |
-1.50 |
47,772 |
77,627 |
+199 |
Sep12 |
120504 |
374.25 |
375.90 |
370.80 |
372.50 |
-1.60 |
2,302 |
25,882 |
-165 |
Dec12 |
120504 |
376.00 |
376.50 |
371.70 |
373.20 |
-1.75 |
1,945 |
18,563 |
-155 |
Mar13 |
120504 |
375.85 |
377.05 |
373.75 |
373.75 |
-1.90 |
677 |
4,801 |
+608 |
Total Volume and Open Interest |
54,395 |
143,961 |
-280 |
DJIA Index(CBOT) |
Jun12 |
120504 |
13152 |
13160 |
12950 |
12957 |
-186 |
319 |
11,541 |
-28 |
Sep12 |
120504 |
12886 |
12886 |
12886 |
12886 |
-185 |
0 |
2 |
+0 |
Dec12 |
120504 |
12805 |
12805 |
12805 |
12805 |
-185 |
0 |
1 |
+0 |
Mar13 |
120504 |
12738 |
12738 |
12738 |
12738 |
-185 |
|
|
|
Total Volume and Open Interest |
319 |
11,544 |
-28 |
E-mini DJIA Index(CBOT) |
Jun12 |
120504 |
13144 |
13168 |
12952 |
12957 |
-186 |
109,262 |
110,749 |
-1,486 |
Sep12 |
120504 |
13000 |
13000 |
12886 |
12886 |
-185 |
11 |
184 |
+0 |
Dec12 |
120504 |
12849 |
12849 |
12805 |
12805 |
-185 |
4 |
24 |
+0 |
Mar13 |
120504 |
12738 |
12738 |
12738 |
12738 |
-185 |
|
|
|
Total Volume and Open Interest |
109,277 |
110,957 |
-1,486 |
S & P 500(CME) |
Jun12 |
120504 |
1386.60 |
1388.90 |
1362.00 |
1362.50 |
-23.40 |
9,033 |
235,867 |
-489 |
Sep12 |
120504 |
1366.70 |
1368.00 |
1356.10 |
1356.10 |
-23.40 |
562 |
3,890 |
+400 |
Dec12 |
120504 |
1349.50 |
1350.90 |
1349.50 |
1349.50 |
-23.40 |
565 |
5,325 |
+361 |
Mar13 |
120504 |
1343.00 |
1344.40 |
1343.00 |
1343.00 |
-23.40 |
|
|
|
Total Volume and Open Interest |
10,160 |
245,082 |
+272 |
S & P 500 E-Mini(Globex) |
Jun12 |
120504 |
1386.50 |
1389.00 |
1361.50 |
1362.50 |
-23.50 |
1,682,321 |
2,818,494 |
-7,086 |
Sep12 |
120504 |
1380.50 |
1385.00 |
1355.50 |
1356.00 |
-23.50 |
1,400 |
29,020 |
+222 |
Total Volume and Open Interest |
1,684,146 |
2,851,901 |
-6,867 |
NASDAQ 100(CME) |
Jun12 |
120504 |
2695.30 |
2700.30 |
2624.00 |
2625.50 |
-66.50 |
1,574 |
16,548 |
+66 |
Sep12 |
120504 |
2640.00 |
2640.00 |
2620.00 |
2620.00 |
-66.50 |
0 |
1 |
+0 |
Dec12 |
120504 |
2613.30 |
2679.80 |
2613.30 |
2613.30 |
-66.50 |
|
|
|
Total Volume and Open Interest |
1,574 |
16,549 |
+66 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120504 |
2695.30 |
2700.50 |
2625.30 |
2625.50 |
-66.50 |
221,305 |
407,446 |
-1,572 |
Sep12 |
120504 |
2666.00 |
2666.00 |
2620.00 |
2620.00 |
-66.50 |
16 |
735 |
-1 |
Total Volume and Open Interest |
221,323 |
408,204 |
-1,573 |
S & P Midcap 400(CME) |
Jun12 |
120504 |
960.50 |
960.50 |
960.50 |
960.50 |
-17.40 |
0 |
1,918 |
+0 |
Sep12 |
120504 |
957.50 |
974.90 |
957.50 |
957.50 |
-17.40 |
|
|
|
Dec12 |
120504 |
955.50 |
972.90 |
955.50 |
955.50 |
-17.40 |
|
|
|
Total Volume and Open Interest |
0 |
1,918 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120504 |
9270 |
9270 |
9145 |
9155 |
-105 |
4,470 |
42,351 |
+201 |
Sep12 |
120504 |
9170 |
9170 |
9170 |
9170 |
-105 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,470 |
42,352 |
+201 |
Nikkei 225(SGX) |
Jun12 |
120502 |
9330 |
9425 |
9290 |
9370 |
+40 |
171,631 |
236,573 |
+5,865 |
Sep12 |
120502 |
9310 |
9415 |
9300 |
9365 |
+45 |
112 |
7,972 |
+57 |
Dec12 |
120502 |
9310 |
9310 |
9310 |
9310 |
+45 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
172,320 |
255,722 |
+5,966 |
CAC 40(EURONEXT) |
May12 |
120504 |
3164.0 |
3194.0 |
3117.0 |
3126.5 |
-48.5 |
140,352 |
403,155 |
+15,314 |
Jun12 |
120504 |
3147.5 |
3163.0 |
3090.5 |
3098.0 |
-48.0 |
3,221 |
31,076 |
+245 |
Jul12 |
120504 |
3089.5 |
3089.5 |
3089.5 |
3089.5 |
-48.5 |
1 |
0 |
+0 |
Total Volume and Open Interest |
143,574 |
434,354 |
+15,559 |
Hang Seng Index(HKFE) |
May12 |
120504 |
20940 |
21027 |
20882 |
20890 |
-201 |
76,250 |
92,762 |
+346 |
Jun12 |
120504 |
20758 |
20829 |
20700 |
20700 |
-195 |
1,091 |
8,056 |
+88 |
Total Volume and Open Interest |
77,498 |
102,534 |
+509 |
DAX(EUREX) |
Jun12 |
120504 |
6667.0 |
6691.5 |
6538.0 |
6565.0 |
-134.5 |
156,506 |
178,187 |
-1,111 |
Sep12 |
120504 |
6679.0 |
6692.5 |
6550.0 |
6572.0 |
-133.5 |
250 |
3,696 |
+59 |
Dec12 |
120504 |
6686.0 |
6687.0 |
6563.0 |
6578.0 |
-134.5 |
62 |
405 |
+3 |
Total Volume and Open Interest |
156,818 |
182,288 |
-1,049 |
FT-SE 100(EURONEXT) |
Jun12 |
120504 |
5710.00 |
5728.50 |
5603.00 |
5620.00 |
-113.00 |
108,816 |
557,412 |
+1,104 |
Sep12 |
120504 |
5640.00 |
5658.50 |
5579.00 |
5579.00 |
-113.00 |
6 |
2,532 |
+0 |
Dec12 |
120504 |
5558.00 |
5558.00 |
5558.00 |
5558.00 |
-113.00 |
50 |
310 |
+26 |
Total Volume and Open Interest |
108,872 |
560,254 |
+1,130 |
SPI 200(SFE) |
Jun12 |
120504 |
4430.0 |
4445.0 |
4382.0 |
4391.0 |
-35.0 |
27,576 |
205,147 |
+1,210 |
Sep12 |
120504 |
4372.0 |
4372.0 |
4348.0 |
4356.0 |
-37.0 |
10 |
2,226 |
+8 |
Dec12 |
120504 |
4357.0 |
4357.0 |
4357.0 |
4357.0 |
-37.0 |
140 |
2,029 |
-57 |
Total Volume and Open Interest |
28,591 |
211,505 |
+2,015 |
GSCI(CME) |
May12 |
120504 |
661.50 |
661.50 |
649.50 |
653.50 |
-14.00 |
82 |
8,728 |
-12 |
Jun12 |
120504 |
654.50 |
668.65 |
650.50 |
654.50 |
-14.10 |
20 |
35 |
+18 |
Jul12 |
120504 |
650.00 |
664.45 |
646.50 |
650.00 |
-14.40 |
|
|
|
Total Volume and Open Interest |
102 |
8,763 |
+6 |
Reuters CCI(ICE) |
Jun12 |
120504 |
297.20 |
297.20 |
297.20 |
297.20 |
-4.20 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|